-52.1%
PCG vs WU
-22.9%
-29.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -2.0% | -5.3% | +3.3% | -0.7% |
| 30D | -2.7% | +9.0% | -11.7% | -5.0% |
| 3M | -25.1% | -3.6% | -21.5% | -24.7% |
| 6M | -22.3% | -19.4% | -2.9% | -19.1% |
| YTD | -18.5% | -21.7% | +3.2% | -14.9% |
| 1Y | -21.8% | -16.1% | -5.7% | -20.0% |
| 3Y | -21.0% | -24.1% | +3.1% | -18.3% |
| 5Y | +8.1% | -44.1% | +52.2% | +19.0% |
| 10Y | -76.6% | -39.6% | -37.0% | -75.0% |
| All | -52.1% | -22.9% | -29.2% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling